+4.3%
ACN vs ACM
-46.1%
+50.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | +5.1% | -10.8% | -7.3% |
| 30D | +17.0% | +18.7% | -1.6% | +10.4% |
| 3M | +39.9% | +15.5% | +24.4% | +33.1% |
| 6M | +50.2% | +1.2% | +49.0% | +47.7% |
| YTD | -4.2% | -25.2% | +21.1% | +3.6% |
| 1Y | +4.3% | -46.3% | +50.6% | +12.9% |
| All | +4.3% | -46.1% | +50.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling